brent_M.rar_Matlab bre_brent_brent.m_brent算法_优化算法 brent

function root = brent(func,a,b,tol) % a,he b shi zui xiao zhi de fan wei %tol shi jing du %qiu yi ge han shu zai a ,b nei de zui xiao zhi if nargin < 4; tol = 1.0e6*eps; end x1 = a; f1 = feval(func,x1); if f1 == 0; root = x1; return; end x2 = b; f2 = feval(func,x2); if f2 == 0; root = x2; return; end if f1*f2 > 0.0 error('Root is not bracketed in (a,b)') end x3 = 0.5*(a + b); for i = 1:30 f3 = feval(func,x3); if abs(f3) < tol root = x3; return end if f1*f3 < 0.0; b = x3; else; a = x3; end if (b - a) < tol*max(abs(b),1.0) root = 0.5*(a + b); return end denom = (f2 - f1)*(f3 - f1)*(f2 - f3); numer = x3*(f1 - f2)*(f2 - f3 + f1)... + f2*x1*(f2 - f3) + f1*x2*(f3 - f1); if denom == 0; dx = b - a; else; dx = f3*numer/denom; end x = x3 + dx; if (b - x)*(x - a) < 0.0 dx = 0.5*(b - a); x = a + dx; end if x < x3 x2 = x3; f2 = f3; else x1 = x3; f1 = f3; end x3 = x; end root = NaN;